Looking Back at the Winter Session
Published:
I taught in french the class MTH8408 Méthodes d’optimisation et contrôle optimal during the winter session at Polytechnique Montréal on numerical methods for optimization, variational calculus, and optimal control.
The class was a lot of fun, and we had amazing session projets on: local warming, predictive control for wind power, game-theoretic formulation of environmental projects, optimal control of a quadrotor, and machine learning of alpha-decay half-lives.
We also covered Julia programming during the class. To give some pointers, the following resources was used:
- JuMP: model optimization problems
- NLPModels.jl: model optimization problems (NLPModelsJuMP.jl convert JuMP to NLPModel)
- PDENLPModels.jl: model optimal control and variational calculus
- JSOSolvers.jl: algorithms for unconstrained optimization and nonlinear least squares.
- OptimizationProblems.jl: learn Github workflow, model optimization problem, benchmark.